0.30Open0.42Pre Close30 Volume371 Open Interest15.00Strike Price800.00Turnover48.70%IV1.20%PremiumOct 18, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5255Delta0.8423Gamma75.10Leverage Ratio-0.0787Theta0.0003Rho39.46Eff Leverage0.0039Vega